+1,663.9%
FLUT vs CAG
+84.0%
+1,579.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -4.0% |
| 7D | -1.2% | -6.2% | +5.0% | -0.9% |
| 30D | +5.0% | +7.4% | -2.4% | +4.6% |
| 3M | -16.4% | -1.6% | -14.8% | -16.4% |
| 6M | -14.6% | +6.3% | -20.9% | -14.8% |
| YTD | -61.9% | -10.1% | -51.8% | -61.8% |
| 1Y | -65.0% | -10.2% | -54.8% | -65.0% |
| 3Y | -44.8% | -37.3% | -7.5% | -44.2% |
| 5Y | -49.9% | -41.6% | -8.3% | -49.2% |
| 10Y | -26.1% | -38.1% | +12.0% | -25.2% |
| All | +1,663.9% | +84.0% | +1,579.9% | +1,550.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling